Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48062.47 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46667.51 Kr¶

PnL: ---------------------------------------> -221.06 Kr¶

DD now: ---------------------------------> -1.167 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 10:10:14.299542'

Anic Portfolio¶

Today¶

Return: 0.164 %¶

This Week¶

Return: 0.312 %¶

Total¶

Return: 57.344 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.130000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 -0.620000 2821.000000 185.000000 7.020000 2636.000010
Corem Property Group B 59 1.680000 643.690000 66.690000 11.560000 576.999999
AcadeMedia 12 0.200000 603.600000 46.600000 8.370000 557.000004
SAAB B 8 0.470000 3419.200000 42.200000 1.250000 3377.000000
HMS Networks 2 -0.390000 714.400000 41.400000 6.150000 673.000000
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.860000 393.600000 38.600000 10.870000 355.000000
Boozt 12 -0.070000 1687.200000 33.200000 2.010000 1653.999996
Resurs Holding 22 0.180000 604.780000 30.780000 5.360000 573.999998
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.150000 545.600000 18.600000 3.530000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 578.550000 16.550000 2.940000 562.000005
Swedbank A 3 1.870000 579.150000 15.150000 2.690000 564.000000
OEM International B 7 -0.510000 541.800000 13.800000 2.610000 527.999997
Securitas B 6 0.560000 583.200000 13.200000 2.320000 570.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
Nordea Bank Abp 29 0.640000 3466.080000 12.080000 0.350000 3453.999992
Coor Service Management Hold. 8 -0.660000 543.200000 11.200000 2.110000 532.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.970000 541.840000 7.840000 1.470000 533.999999
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.730000 550.000000 4.000000 0.730000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -0.570000 560.000000 -14.000000 -2.440000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.830000 564.500000 -30.070000 -5.060000 594.565215
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -1.190000 545.010000 -67.990000 -11.090000 612.999432
Axfood 13 0.140000 3666.000000 -90.000000 -2.400000 3756.000001
Fasadgruppen Group 35 2.500000 3584.000000 -227.000000 -5.960000 3810.999990
OX2 18 -0.500000 1432.800000 -231.200000 -13.890000 1663.999992
Ovzon 52 0.360000 2922.400000 -439.600000 -13.080000 3361.999992
TOTAL 46667.510000 -221.060000 -1.16681% 46888.564618

Updated:¶

'2023-01-24 10:10:26.968007'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶